Tl;Dr for @tuna - I'm almost fed up of refreshing NATO, so I've written some 30 lines of py code for me to get NATO posts from users < 50 rep. Petter asked me to get it out in public and help <10k rep users also. I decided to use Java coz, I can learn Java :)

But, when I use the Maven Shade Plugin to create a JAR that includes all the dependencies of the project as well, the 3rd party JAR is not included automatically.
Yes, because the system scoped dependencies are assumed to be always present (this is exactly what the system scope is about) so ...

@que test People actually don't understand what system scope dependencies are, they just keep abusing them (yes, this is abuse), and then get side effects and wonder why (as Brian pointed out in his answer).

But yeah @BhargavRao, don't use system scope. Just install the dependency to your local repo with mvn install:install-file -Dfile=chatexchange-1.0.0-SNAPSHOT.jar -DpomFile=chatexchange-1.0.0-SNAPSHOT.pom. Download the POM here